gmi: Fix obj_offset; add more profiling

src/Cuts/tableau/gmi.jl

@@ -85,7 +85,7 @@ function collect_gmi(
         # Optimize standard form
         optimize!(model_s)
         stats_time_solve += solve_time(model_s)
-        obj = objective_value(model_s) + data_s.obj_offset
+        obj = objective_value(model_s)
 
         if round == 1
             # Assert standard form problem has same value as original

src/Cuts/tableau/gmi_dual.jl

@@ -87,7 +87,7 @@ function collect_gmi_dual(
             @info "Optimizing standard model..."
             optimize!(model_s)
             if round == 1
-                obj = objective_value(model_s) + data_s.obj_offset
+                obj = objective_value(model_s)
                 push!(stats_obj, obj)
                 push!(stats_gap, gap(obj))
                 push!(stats_ncuts, 0)
@@ -130,11 +130,15 @@ function collect_gmi_dual(
         end
 
         @timeit "Add GMI cuts to original model" begin
-            # Convert cuts
+            @timeit "Convert to original form" begin
                 cuts = backwards(transforms, cuts_s)
+            end
 
-            # Update data structs
+            @timeit "Prepare bv" begin
                 bv = repeat([basis], length(selected_rows))
+            end
+
+            @timeit "Append matrices" begin
                 if round == 1
                     all_cuts = cuts
                     all_cuts_bases = bv
@@ -146,10 +150,12 @@ function collect_gmi_dual(
                     all_cuts_bases = [all_cuts_bases; bv]
                     all_cuts_rows = [all_cuts_rows; selected_rows]
                 end
+            end
 
-            # Add to model
+            @timeit "Add to model" begin
                 constrs, gmi_exps = add_constraint_set_dual_v2(model, all_cuts)
             end
+        end
 
         @timeit "Optimize original model" begin
             set_objective_function(model, obj_original)
@@ -322,7 +328,10 @@ function add_constraint_set_dual_v2(model::JuMP.Model, cs::ConstraintSet)
         c = nothing
         gmi_exp = nothing
         gmi_exp2 = nothing
+        @timeit "Build expr" begin
             expr = @expression(model, sum(cs.lhs[i, j] * vars[j] for j = 1:ncols))
+        end
+        @timeit "Add constraints" begin
             if isinf(cs.ub[i])
                 c = @constraint(model, cs.lb[i] <= expr)
                 gmi_exp = cs.lb[i] - expr
@@ -334,12 +343,15 @@ function add_constraint_set_dual_v2(model::JuMP.Model, cs::ConstraintSet)
                 gmi_exp = cs.lb[i] - expr
                 gmi_exp2 = expr - cs.ub[i]
             end
+        end
+        @timeit "Update structs" begin
             push!(constrs, c)
             push!(gmi_exps, gmi_exp)
             if !isnothing(gmi_exp2)
                 push!(gmi_exps, gmi_exp2)
             end
         end
+    end
     return constrs, gmi_exps
 end
 

src/Cuts/tableau/moi.jl

@@ -9,6 +9,8 @@ function ProblemData(model::Model)::ProblemData
 
     # Objective function
     obj = objective_function(model)
+    obj_offset = obj.constant
+    obj_sense = objective_sense(model)
     obj = [v ∈ keys(obj.terms) ? obj.terms[v] : 0.0 for v in vars]
 
     # Variable types, lower bounds and upper bounds
@@ -86,8 +88,9 @@ function ProblemData(model::Model)::ProblemData
     @assert length(constr_ub) == m
 
     return ProblemData(
-        obj_offset = 0.0;
         obj,
+        obj_offset,
+        obj_sense,
         constr_lb,
         constr_ub,
         constr_lhs,
@@ -102,6 +105,7 @@ function to_model(data::ProblemData, tol = 1e-6)::Model
     model = Model()
 
     # Variables
+    obj_expr = AffExpr(data.obj_offset)
     nvars = length(data.obj)
     @variable(model, x[1:nvars])
     for i = 1:nvars
@@ -117,8 +121,9 @@ function to_model(data::ProblemData, tol = 1e-6)::Model
         if isfinite(data.var_ub[i])
             set_upper_bound(x[i], data.var_ub[i])
         end
-        set_objective_coefficient(model, x[i], data.obj[i])
+        add_to_expression!(obj_expr, x[i], data.obj[i])
     end
+    @objective(model, data.obj_sense, obj_expr)
 
     # Constraints
     lhs = data.constr_lhs * x

src/Cuts/tableau/structs.jl

@@ -7,6 +7,7 @@ using SparseArrays
 Base.@kwdef mutable struct ProblemData
     obj::Vector{Float64}
     obj_offset::Float64
+    obj_sense
     constr_lb::Vector{Float64}
     constr_ub::Vector{Float64}
     constr_lhs::SparseMatrixCSC